Anic Equity¶

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Total return since start: 0.619 %¶

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Equity now: -----------------------------> 49440.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45379.27 Kr¶

PnL: ---------------------------------------> 323.27 Kr¶

DD now: ---------------------------------> -6.927 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:13:10.454332'

Anic Portfolio¶

Today¶

Return: -0.559 %¶

This Week¶

Return: 0.279 %¶

Total portfolio value¶

Return including deposits: 61.857 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.110000 1669.500000 200.500000 13.650000 1468.999998
Orrön Energy 180 -0.860000 2183.400000 140.400000 6.870000 2043.000000
Sedana Medical 93 -0.070000 2659.800000 138.800000 5.510000 2521.000011
Atrium Ljungberg B 5 -1.210000 983.000000 48.000000 5.130000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hexatronic Group 12 0.140000 1003.200000 36.200000 3.740000 966.999996
Catena 2 -1.530000 826.000000 34.000000 4.290000 792.000000
VEF 909 -1.330000 1883.450000 33.450000 1.810000 1850.000436
JM 6 -0.860000 894.600000 30.600000 3.540000 864.000000
Hoist Finance 35 -0.690000 1009.750000 29.750000 3.040000 980.000000
Sagax B 4 -1.600000 882.800000 28.800000 3.370000 854.000000
Sagax A 4 -2.230000 876.000000 22.000000 2.580000 854.000000
Bilia A 8 -0.260000 913.600000 13.600000 1.510000 900.000000
Byggmax Group 33 -0.540000 968.220000 12.220000 1.280000 956.000001
Biotage 7 -0.580000 952.000000 11.000000 1.170000 940.999997
Gränges 9 -0.380000 938.700000 10.700000 1.150000 927.999999
HEXPOL B 9 0.350000 1031.400000 10.400000 1.020000 1020.999996
BioGaia B 8 -1.350000 937.600000 7.600000 0.820000 930.000000
Clas Ohlson B 12 -0.490000 979.200000 6.200000 0.640000 972.999996
OX2 13 -0.140000 953.550000 3.550000 0.370000 949.999999
ASSA ABLOY B 3 0.310000 782.100000 3.100000 0.400000 779.000001
AcadeMedia 8 -1.080000 402.000000 0.000000 0.000000 402.000000
EQT 4 -1.430000 824.400000 -7.600000 -0.910000 832.000000
Alimak Group 11 -0.840000 910.800000 -17.200000 -1.850000 927.999996
Nordic Waterproofing Holding 7 -0.590000 947.800000 -19.200000 -1.990000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 0.000000 918.250000 -21.750000 -2.310000 940.000000
Indutrade 5 -0.290000 1186.500000 -31.500000 -2.590000 1218.000000
Vitec Software Group B 2 -0.760000 1051.000000 -36.000000 -3.310000 1087.000000
Addnode Group B 11 -1.890000 884.950000 -36.050000 -3.910000 921.000003
Latour B 4 -0.340000 813.200000 -43.800000 -5.110000 857.000000
Bufab 3 -0.690000 1043.400000 -65.600000 -5.920000 1109.000001
Hexagon B 26 -1.170000 3393.000000 -68.000000 -1.960000 3461.000010
INVISIO 16 -0.220000 3608.000000 -81.000000 -2.200000 3689.000000
BHG Group 97 -0.980000 1367.700000 -91.300000 -6.260000 1458.999989
TOTAL 45379.270000 323.270000 -6.9268% 45056.000411

Updated:¶

'2023-07-05 09:13:27.006543'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶